SERVICES

Credit Risk Analytics

Credit Risk Analytics

Credit Risk Analytics

Experience based analysis and prediction of credit risk is vital for the lender’s retail loan portfolio.

This is Credit Expo’s primary and most popular software product, formerly referred to as Empirical Credit-Risk Management (ECM ). This  is mathematically constructed and actuarially informed to measure and thereby manage the lender’s retail loan portfolio.

The new international reporting regulations, IASB 9 and FASB represent a radical shift from the Incurred Loss Model to the Expected Loss Model, for loss provisioning.

Credit Risk Analytics (CRA) is a predictive expert system for measuring and managing credit risk; it is compliant with the above new reporting requirements; it also addresses the traditional and serious mismatch between income and risk recognition.

 

An End-to-End Analytical System

Designed to be end-to-end, CRA covers all operational aspects

  • New business acceptance
  • Credit Risk pricing
  • Performance Management
  • Collections
  • Regulatory (Expected Loss Model) loss forecasting
  • Portfolio Evaluation

Credibility

CRA has been installed in several leading banks and many credit unions. It is approved by Bank auditors, the Irish Central Bank Regulator, the UK’s FSA and is currently being adapted for the US market.

CRA has been architected from the outset to include Performing with Non- Performing loans, while also providing more granular analysis.

SERVICES

Credibility

CRA has been installed in several leading banks and many credit unions. It is approved by Bank auditors, the Irish Central Bank Regulator, the UK’s FSA and is currently being adapted for the US market.

CRA has been architected from the outset to include Performing with Non- Performing loans, while also providing more granular analysis.

COMPLIMENTARY CONSULTATION

We would be delighted to undertake a complimentary consultation to show you our approach and identify where we can be of assistance to your organisation in reducing credit risk.
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